V-Lab
Hi Gold Ocean Kmarin No8 Ship Investment Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 27th, 2020:36.19% (+10.85%)
Analysis last updated: Monday, April 27, 2020 at 06:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1355 | 1.70 | |
| 0.5643 | 4.74 | |
| 0.3800 | 4.19 | |
| 2.1021 | 1.45 | |
| -4.1430 | -1.95 | |
| 4.3813 | 3.46 | |
| -5.0578 | -4.95 | |
| 3.7874 | 4.29 | |
| -0.8822 | -1.25 |
Estimation Period:
Sep 17, 2012 to Apr 24, 2020
Sep 17, 2012 to Apr 24, 2020
News Impact Curve
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